Anic Equity¶

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Total return since start: 0.551 %¶

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Equity now: -----------------------------> 47377.9 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45979.88 Kr¶

PnL: ---------------------------------------> -908.69 Kr¶

DD now: ---------------------------------> -2.575 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-30 09:54:19.669060'

Anic Portfolio¶

Today¶

Return: -0.314 %¶

This Week¶

Return: -0.314 %¶

Total¶

Return: 55.103 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
HEBA B 70 -1.740000 2761.500000 125.500000 4.760000 2636.000010
FM Mattsson Mora Group B 50 -3.660000 3025.000000 98.000000 3.350000 2927.000000
HMS Networks 2 -2.210000 762.800000 89.800000 13.340000 673.000000
Nordea Bank Abp 29 0.260000 3524.080000 70.080000 2.030000 3453.999992
MedCap 2 -0.210000 466.000000 45.000000 10.690000 421.000000
Samhällsbyggnadsbo. i Norden B 20 -4.460000 390.200000 35.200000 9.920000 355.000000
Resurs Holding 22 -1.080000 603.460000 29.460000 5.130000 573.999998
AcadeMedia 12 0.830000 584.160000 27.160000 4.880000 557.000004
SAAB B 8 -0.540000 3401.600000 24.600000 0.730000 3377.000000
Swedbank A 3 -0.180000 588.300000 24.300000 4.310000 564.000000
OEM International B 7 0.130000 548.100000 20.100000 3.810000 527.999997
Eastnine 4 0.470000 508.000000 17.000000 3.460000 491.000000
Intrum 4 -1.170000 541.600000 14.600000 2.770000 527.000000
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 -1.020000 582.000000 12.000000 2.110000 570.000000
Corem Property Group B 59 -4.180000 587.940000 10.940000 1.900000 576.999999
Karnov Group 9 -0.660000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 -3.080000 249.120000 3.120000 1.270000 246.000000
Norva24 Group 16 -2.510000 545.920000 2.920000 0.540000 543.000000
Coor Service Management Hold. 8 -1.550000 532.400000 0.400000 0.080000 532.000000
Creaspac SPAC 6 -0.720000 577.200000 0.200000 0.030000 577.000002
Handelsbanken A 5 -0.230000 539.000000 -7.000000 -1.280000 546.000000
Midsona B 63 0.000000 567.630000 -15.370000 -2.640000 582.999984
Boozt 12 -2.080000 1635.600000 -18.400000 -1.110000 1653.999996
CTEK 13 -1.050000 504.270000 -29.730000 -5.570000 533.999999
International Petroleum Corp. 5 -1.830000 563.500000 -31.070000 -5.230000 594.565215
Essity B 2 0.900000 539.200000 -34.800000 -6.060000 574.000000
Vivesto 1368 2.420000 567.450000 -45.550000 -7.430000 612.999432
Essity A 4 1.300000 1088.000000 -61.000000 -5.310000 1149.000000
Sampo Oyj SDB 7 -0.090000 3776.500000 -73.500000 -1.910000 3850.000000
Beijer Electronics Group 26 2.430000 2849.600000 -121.400000 -4.090000 2971.000006
Fasadgruppen Group 35 0.000000 3689.000000 -122.000000 -3.200000 3810.999990
OX2 18 0.750000 1456.200000 -207.800000 -12.490000 1663.999992
Axfood 13 1.350000 3513.900000 -242.100000 -6.450000 3756.000001
Ovzon 52 0.370000 2792.400000 -569.600000 -16.940000 3361.999992
TOTAL 45979.880000 -908.690000 -2.57453% 46888.564618

Updated:¶

'2023-01-30 09:54:32.685515'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶